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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x77";C_04.00;020;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that do not rely on future profitability";"Amount";;;;;;;;;;;"009#010#020";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that do not rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x79";C_04.00;030;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";;;;;;;;;;;"009#010#030";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x78";C_04.00;040;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"009#010#040";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x81";C_04.00;050;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total deferred tax liabilities";"Amount";;;;;;;;;;;"009#050";"Deferred tax assets and liabilities#Total deferred tax liabilities";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x85";C_04.00;060;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability";"Amount";;;;;;;;;;;"009#050#060";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x84";C_04.00;070;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax liabilities deductible from deferred tax assets that rely on future profitability";"Amount";;;;;;;;;;;"009#050#070";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x74";C_04.00;080;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";;;;;;;;;;;"009#050#070#080";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability#Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x73";C_04.00;090;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"009#050#070#090";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability#Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,IMS=eba_IM:x5,MCY=eba_MC:x215";C_04.00;100;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures";"Amount";;;;;;;;;;;"099#100";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x193";C_04.00;110;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount";"Amount";;;;;;;;;;;"099#100#110";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x394,TRI=eba_TR:x2";C_04.00;120;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"General credit risk adjustments";"Amount";;;;;;;;;;;"099#100#110#120";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#General credit risk adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x401,TRI=eba_TR:x2";C_04.00;130;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Specific credit risk adjustments";"Amount";;;;;;;;;;;"099#100#110#130";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#Specific credit risk adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,MCY=eba_MC:x392";C_04.00;131;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Additional value adjustments and other own funds reductions";"Amount";;;;;;;;;;;"099#100#110#131";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#Additional value adjustments and other own funds reductions";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x337";C_04.00;140;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total expected loss eligible";"Amount";;;;;;;;;;;"099#100#140";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total expected loss eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,IMS=eba_IM:x3,MCY=eba_MC:x215";C_04.00;145;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures";"Amount";;;;;;;;;;;"099#145";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x3,MCY=eba_MC:x504,TRI=eba_TR:x2";C_04.00;150;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Specific credit risk adjustments and positions treated similarly";"Amount";;;;;;;;;;;"099#145#150";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures#Specific credit risk adjustments and positions treated similarly";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x3,MCY=eba_MC:x337";C_04.00;155;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total expected losses eligible";"Amount";;;;;;;;;;;"099#145#155";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures#Total expected losses eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x37,MCY=eba_MC:x193";C_04.00;160;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2";"Amount";;;;;;;;;;;"099#160";"Provisions and expected losses#Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,MCY=eba_MC:x394,OFS=eba_OF:x9,TRI=eba_TR:x2";C_04.00;170;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total gross provisions eligible for inclusion in T2 capital";"Amount";;;;;;;;;;;"099#170";"Provisions and expected losses#Total gross provisions eligible for inclusion in T2 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x193,TRI=eba_TR:x2";C_04.00;180;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposure amounts for calculating the cap to the provision eligible as T2";"Amount";;;;;;;;;;;"099#180";"Provisions and expected losses#Risk weighted exposure amounts for calculating the cap to the provision eligible as T2";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi284,BAS=eba_BA:x17";C_04.00;190;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment";"Amount";;;;;;;;;;;"189#190";"Thresholds for Common Equity Tier 1 deductions#Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi1,BAS=eba_BA:x17";C_04.00;200;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"10% CET1 threshold";"Amount";;;;;;;;;;;"189#200";"Thresholds for Common Equity Tier 1 deductions#10% CET1 threshold";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi2,BAS=eba_BA:x17";C_04.00;210;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"17.65% CET1 threshold";"Amount";;;;;;;;;;;"189#210";"Thresholds for Common Equity Tier 1 deductions#17.65% CET1 threshold";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x607";C_04.00;225;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Eligible capital for the purposes of qualifying holdings outside the financial sector";"Amount";;;;;;;;;;;"189#225";"Thresholds for Common Equity Tier 1 deductions#Eligible capital for the purposes of qualifying holdings outside the financial sector";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x608";C_04.00;226;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Eligible capital for the purposes of large exposures";"Amount";;;;;;;;;;;"189#226";"Thresholds for Common Equity Tier 1 deductions#Eligible capital for the purposes of large exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;230;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions";"Amount";;;;;;;;;;;"229#230";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x365,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;240;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"229#230#240";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions#Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x364,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;250;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"229#230#240#250";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions#Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment#Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi80,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x389,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;260;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"(-) Permitted offsetting short positions in relation to the direct gross holdings included above";"Amount";;;;;;;;;;;"229#230#240#260";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions#Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment#(-) Permitted offsetting short positions in relation to the direct gross holdings included above";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x188,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;270;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"229#230#270";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions#Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x366,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;280;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"229#230#270#280";"Investments in the capital of financial sector entities where the institution does not have a significant investment#Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions#Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment#Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x2";C_05.01;020;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x2";C_05.01;030;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x1";C_05.01;030;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x9";C_05.01;030;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x2";C_05.01;040;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x1";C_05.01;040;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x9";C_05.01;040;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x2";C_05.01;050;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x1";C_05.01;050;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x9";C_05.01;050;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.01;060;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.01;060;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.01;060;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x2";C_05.01;070;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;070;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;070;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445,TOF=eba_OF:x2";C_05.01;080;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";;;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446,TOF=eba_OF:x2";C_05.01;090;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests";"Adjustments to CET1";;;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;091;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";;;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343";C_05.01;091;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343";C_05.01;091;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x9,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;092;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";;;;;;;;;;;"010#070#092";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,CNO=eba_BT:x3,COF=eba_OF:x9,MCY=eba_MC:x343";C_05.01;092;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#092";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x9,MCY=eba_MC:x343";C_05.01;092;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#092";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x344,TOF=eba_OF:x2";C_05.01;100;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments to CET1";;;;;;;;;;;"010#100";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x344,TOF=eba_OF:x1";C_05.01;100;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments to AT1";;;;;;;;;;;"010#100";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments to AT1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x344";C_05.01;100;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments included in RWAs";;;;;;;;;;;"010#100";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS";"Adjustments included in RWAs";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x2";C_05.01;140;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x1";C_05.01;140;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions";"Adjustments to AT1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x345";C_05.01;140;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x345";C_05.01;140;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x2";C_05.01;150;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to CET1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x1";C_05.01;150;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to AT1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,MCY=eba_MC:x235";C_05.01;150;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x235";C_05.01;150;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x2";C_05.01;160;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to CET1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x1";C_05.01;160;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to AT1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,MCY=eba_MC:x209";C_05.01;160;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;240;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;260;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;260;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;270;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;270;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;270;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;280;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;280;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;280;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;290;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;290;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;290;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;300;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;300;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;300;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;310;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;310;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;310;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;320;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;320;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;320;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;330;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;330;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;330;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;340;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;340;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;340;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;350;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;350;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;350;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;360;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;360;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;360;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;370;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;370;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;370;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373,TOF=eba_OF:x2";C_05.01;380;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;390;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;390;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;390;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;400;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;400;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;400;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;410;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;410;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;410;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;420;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;420;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;420;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20,TOF=eba_OF:x2";C_05.01;425;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";;;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20";C_05.01;425;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x2";C_05.01;430;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.3 Additional filters and deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x1";C_05.01;430;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.3 Additional filters and deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x9";C_05.01;430;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to T2";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.3 Additional filters and deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x341";C_05.01;430;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.3 Additional filters and deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,BAS=eba_BA:x17,MCY=eba_MC:x341";C_05.01;430;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 OTHER TRANSITIONAL ADJUSTMENTS#1.3.3 Additional filters and deductions";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi57,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi40,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;030;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#030";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;040;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;050;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#050";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;060;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#060";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;070;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#070";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x1";C_05.02;080;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"020#080";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;100;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#100";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;110;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;120;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#120";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;130;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#130";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;140;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#140";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x9";C_05.02;150;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"090#150";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi236,AGG=eba_BT:x9,BAS=eba_BA:x9,MCY=eba_MC:x30";C_06.01;010;250;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Total risk exposure amount";;;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Total risk exposure amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42432;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42433;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;42434;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42435;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42436;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42437;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42438;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;230;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42439;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42440;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;130;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;42441;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42442;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;42443;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;42444;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;42445;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;42446;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;42447;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;42448;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42483;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42484;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42485;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42486;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42487;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42488;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42489;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42490;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42491;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42492;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42493;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42494;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42495;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42496;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42497;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42498;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;42499;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;190;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;200;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;040;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;160;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;36837;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;36838;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;36838;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;36838;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x1";C_07.00.c;290;210;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;220;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;010;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;030;36839;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x18,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20007;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20007;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20007;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20007;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x18,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20008;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20008;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20008;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20008;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x18,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20009;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20009;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20009;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20009;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x18,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20010;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20010;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20010;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20010;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x18,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20011;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20011;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20011;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20011;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x18,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20012;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20012;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20012;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20012;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20013;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20013;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20013;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20013;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20014;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20014;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20014;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20014;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20015;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20015;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20015;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20015;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20016;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20016;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20016;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20016;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20017;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20017;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20017;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20017;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20018;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20018;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20018;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20018;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20019;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20019;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20019;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20019;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20020;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20020;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20020;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20020;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20021;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20021;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20021;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20021;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x18,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;20022;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;20022;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;20022;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;20022;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;20023;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x18,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;20023;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AL,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"AUSTRIA (1755)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:AT,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"AUSTRIA (1755)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BE,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BELGIUM (1756)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"BELGIUM (1756)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x13,ECB=eba_EC:x20,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x13,ECB=eba_EC:x20,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"070#075";"Corporates#Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"080#085";"Retail#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:BG,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"BULGARIA (1757)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"BULGARIA (1757)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CZ,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CZECH REPUBLIC (1760)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"CZECH REPUBLIC (1760)";"160";"Other exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"CZECH REPUBLIC (1760)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DK,ECB=eba_EC:x25,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x25,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"FINLAND (1764)";"170";"Total exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"080#085";"Retail#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"080#085";"Retail#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FR,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FRANCE (1765)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"FRANCE (1765)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:DE,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"GERMANY (1766)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,ECB=eba_EC:x25,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"HUNGARY (1768)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:HU,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"HUNGARY (1768)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"IRELAND (1769)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IE,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"IRELAND (1769)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"ITALY (1770)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"ITALY (1770)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"ITALY (1770)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"ITALY (1770)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,ECB=eba_EC:x25,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"ITALY (1770)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"ITALY (1770)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:IT,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1770;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ITALY (1770)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x51,CPZ=eba_CT:x23,ECB=eba_EC:x17,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;075;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"070#075";"Corporates#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"080";"Retail";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"080#085";"Retail#Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"080#085";"Retail#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LV,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LATVIA (1772)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"LATVIA (1772)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:LU,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"LUXEMBOURG (1774)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"LUXEMBOURG (1774)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"MALTA (1776)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"MALTA (1776)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"MALTA (1776)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,ECB=eba_EC:x25,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Exposures in default";;;;;;;;;;"MALTA (1776)";"170";"Total exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MT,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"MALTA (1776)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"010";"Central governments or central banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"010";"Central governments or central banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"NETHERLANDS (1777)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"170";"Total exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Central governments or central banks";"Exposures in default";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"020";"Regional governments or local authorities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"020";"Regional governments or local authorities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x16,ECB=eba_EC:x23,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;020;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"020";"Regional governments or local authorities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"030";"Public sector entities";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x19,ECB=eba_EC:x22,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"030";"Public sector entities";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"040";"Multilateral Development Banks";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x15,ECB=eba_EC:x21,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"040";"Multilateral Development Banks";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x13,ECB=eba_EC:x20,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"050";"International Organisations";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x13,ECB=eba_EC:x20,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"060";"Institutions";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x6,ECB=eba_EC:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"080#085";"Retail#Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPS=eba_CT:x22,CPZ=eba_CT:x23,ECB=eba_EC:x26,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;085;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"080#085";"Retail#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x1,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:MK,ECB=eba_EC:x1,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;070;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORTH MACEDONIA (1775)";"150";"Equity exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;020;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Exposures in default";;;;;;;;;;"NORTH MACEDONIA (1775)";"160";"Other exposures";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,ECB=eba_EC:x25,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NO,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NORWAY (1782)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPS=eba_CT:x22,ECB=eba_EC:x26,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x15,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Exposures in default";;;;;;;;;;"POLAND (1785)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:PL,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"POLAND (1785)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"POLAND (1785)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:PL,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1785;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"POLAND (1785)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"090";"Secured by mortgages on immovable property";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"090";"Secured by mortgages on immovable property";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,CPZ=eba_CT:x23,ECB=eba_EC:x15,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x24,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Exposures in default";;;;;;;;;;"SERBIA (1789)";"140";"Claims in the form of CIU";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:RS,ECB=eba_EC:x14,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"SERBIA (1789)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:RS,ECB=eba_EC:x14,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;070;1789;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SERBIA (1789)";"140";"Claims in the form of CIU";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x24,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x13,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Exposures in default";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:SK,ECB=eba_EC:x18,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:SK,ECB=eba_EC:x18,EXC=eba_EC:x12,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1790;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"SLOVAKIA (1790)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x45,BAS=eba_BA:x9,MCY=eba_MC:x193,PRP=eba_PL:x10,RIO=eba_GA:SK,TRI=eba_TR:x4";C_09.04;080;010;1790;monetaryItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Relevant credit exposures – Credit risk";"Amount";;;;;;;;;;"SLOVAKIA (1790)";"069#070#080";"Own funds requirements and weights#Total own funds requirements for CCB#Relevant credit exposures – Credit risk";"Amount";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x56,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,RIO=eba_GA:SK,TRI=eba_TR:x11";C_09.04;090;010;1790;monetaryItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Relevant credit exposures – Market risk";"Amount";;;;;;;;;;"SLOVAKIA (1790)";"069#070#090";"Own funds requirements and weights#Total own funds requirements for CCB#Relevant credit exposures – Market risk";"Amount";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x45,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x198,PRP=eba_PL:x11,RIO=eba_GA:SK,TRI=eba_TR:x2";C_09.04;100;010;1790;monetaryItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Relevant credit exposures – Securitisation positions in the banking book";"Amount";;;;;;;;;;"SLOVAKIA (1790)";"069#070#100";"Own funds requirements and weights#Total own funds requirements for CCB#Relevant credit exposures – Securitisation positions in the banking book";"Amount";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi452,BAS=eba_BA:x17,RIO=eba_GA:SK";C_09.04;110;020;1790;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Own funds requirements weights";"Percentage";;;;;;;;;;"SLOVAKIA (1790)";"069#110";"Own funds requirements and weights#Own funds requirements weights";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi453,BAS=eba_BA:x17,RIO=eba_GA:SK";C_09.04;120;020;1790;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Countercyclical capital buffer rate set by the Designated Authority";"Percentage";;;;;;;;;;"SLOVAKIA (1790)";"119#120";"Countercyclical capital buffer rates#Countercyclical capital buffer rate set by the Designated Authority";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi454,BAS=eba_BA:x17,RIO=eba_GA:SK";C_09.04;130;020;1790;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Countercyclical capital buffer rate applicable for the country of the institution";"Percentage";;;;;;;;;;"SLOVAKIA (1790)";"119#130";"Countercyclical capital buffer rates#Countercyclical capital buffer rate applicable for the country of the institution";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi455,BAS=eba_BA:x17,RIO=eba_GA:SK";C_09.04;140;020;1790;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Institution-specific countercyclical capital buffer rate";"Percentage";;;;;;;;;;"SLOVAKIA (1790)";"119#140";"Countercyclical capital buffer rates#Institution-specific countercyclical capital buffer rate";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:bi456,BAS=eba_BA:x20,PRP=eba_PL:x10,RIO=eba_GA:SK";C_09.04;150;030;1790;booleanItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Use of 2 % threshold for general credit exposure";"Qualitative information";;;;;;;;;;"SLOVAKIA (1790)";"149#150";"Use of 2% threshold#Use of 2 % threshold for general credit exposure";"Qualitative information";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:bi456,BAS=eba_BA:x20,PRP=eba_PL:x51,RIO=eba_GA:SK";C_09.04;160;030;1790;booleanItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Use of 2 % threshold for trading book exposure";"Qualitative information";;;;;;;;;;"SLOVAKIA (1790)";"149#160";"Use of 2% threshold#Use of 2 % threshold for trading book exposure";"Qualitative information";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x58,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;010;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Total IRB Equity Exposures";"Risk weighted exposure amount";;;;;;;;;;;"010";"Total IRB Equity Exposures";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;010;;percentItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Internal rating system";"PD assigned to the obligor grade or pool (%)";;;;;;;;;;"020";"PD/LGD approach: Total";"Internal rating system#PD assigned to the obligor grade or pool (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Original exposure pre conversion factors";;;;;;;;;;;"020";"PD/LGD approach: Total";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x34,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;030;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x4,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;040;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x37,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;050;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"(-) Substitution of the exposure due to CRM (-) Total outflows";;;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#(-) Substitution of the exposure due to CRM (-) Total outflows";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Exposure value";;;;;;;;;;;"020";"PD/LGD approach: Total";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;070;;percentItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Exposure weighted average LGD (%)";;;;;;;;;;;"020";"PD/LGD approach: Total";"Exposure weighted average LGD (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Risk weighted exposure amount";;;;;;;;;;;"020";"PD/LGD approach: Total";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Memorandum item: Expected loss amount";;;;;;;;;;;"020";"PD/LGD approach: Total";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Original exposure pre conversion factors";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x34,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;030;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x4,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;040;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x37,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;050;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"(-) Substitution of the exposure due to CRM (-) Total outflows";;;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#(-) Substitution of the exposure due to CRM (-) Total outflows";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Exposure value";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Risk weighted exposure amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Original exposure pre conversion factors";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Exposure value";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Risk weighted exposure amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Original exposure pre conversion factors";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Exposure value";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Risk weighted exposure amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Original exposure pre conversion factors";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Exposure value";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Risk weighted exposure amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;100;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Original exposure pre conversion factors";;;;;;;;;;;"100";"Internal models approach";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;100;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Risk weighted exposure amount";;;;;;;;;;;"100";"Internal models approach";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,MRW=eba_AP:x68,PRP=eba_PL:x11,RPR=eba_RP:x2,RWS=eba_PC:x20,TRI=eba_TR:x32";C_10.01;110;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Equity exposures subject to risk weights";"Risk weighted exposure amount";;;;;;;;;;;"110";"Equity exposures subject to risk weights";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;010;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Internal rating system";"PD assigned to the obligor grade or pool (%)";;;;;;;;;;"999";"Obligor Grade";"Internal rating system#PD assigned to the obligor grade or pool (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;020;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Original exposure pre conversion factors";;;;;;;;;;;"999";"Obligor Grade";"Original exposure pre conversion factors";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;060;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;;"999";"Obligor Grade";"Exposure value";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;070;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%)";;;;;;;;;;;"999";"Obligor Grade";"Exposure weighted average LGD (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;080;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Risk weighted exposure amount";;;;;;;;;;;"999";"Obligor Grade";"Risk weighted exposure amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;090;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Memorandum item: Expected loss amount";;;;;;;;;;;"999";"Obligor Grade";"Memorandum item: Expected loss amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Own funds requirements";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;040;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Own funds requirements";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x13";C_11.00;050;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#050";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x200,MRW=eba_AP:x25,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;110;310;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x200,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2,TRT=eba_RT:x10";C_12.00;110;340;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"110";"INVESTOR: TOTAL EXPOSURES";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x202,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;140;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"FULLY ADJUSTED EXPOSURE VALUE (E*)";;;;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"FULLY ADJUSTED EXPOSURE VALUE (E*)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi126,APR=eba_AP:x42,BAS=eba_BA:x11,EXC=eba_EC:x27,MCY=eba_MC:x202,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;200;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"EXPOSURE VALUE";"(-) DEDUCTED FROM OWN FUNDS";;;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"EXPOSURE VALUE#(-) DEDUCTED FROM OWN FUNDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x202,MRW=eba_AP:x42,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;210;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x6,EXC=eba_EC:x27,EXT=eba_ER:x1,MCY=eba_MC:x202,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;230;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 2";;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 2";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x8,EXC=eba_EC:x27,EXT=eba_ER:x2,MCY=eba_MC:x202,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;250;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 4";;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 4";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,CQS=eba_CQ:x15,EXC=eba_EC:x27,EXT=eba_ER:x1,MCY=eba_MC:x202,MRW=eba_AP:x18,PRP=eba_PL:x11,RSP=eba_RS:x1,RWS=eba_PC:x30,TRI=eba_TR:x2";C_12.00;150;260;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"ALL OTHER CQS";;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#ALL OTHER CQS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x12,MCY=eba_MC:x202,MRW=eba_AP:x1,PRP=eba_PL:x11,RSP=eba_RS:x1,RWS=eba_PC:x30,TRI=eba_TR:x2";C_12.00;150;270;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x202,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00;150;280;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi127,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,EXT=eba_ER:x11,MCY=eba_MC:x202,MRW=eba_AP:x30,PRP=eba_PL:x11,RSP=eba_RS:x1,SST=eba_ST:x4,TRI=eba_TR:x2";C_12.00;150;290;;monetaryItemType;C 12.00 (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"LOOK-THROUGH";"OF WHICH: SECOND LOSS IN ABCP";;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#LOOK-THROUGH#OF WHICH: SECOND LOSS IN ABCP";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;020;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;020;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"009#020";"CORPORATE FINANCE [CF]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;030;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;030;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"009#030";"CORPORATE FINANCE [CF]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;040;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;040;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"009#040";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;050;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255";C_17.00.a;050;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"009#050";"CORPORATE FINANCE [CF]#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;020;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;030;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;050;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;060;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;110;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;110;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"109#110";"TRADING AND SALES [TS]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;120;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;120;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"109#120";"TRADING AND SALES [TS]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;130;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;130;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"109#130";"TRADING AND SALES [TS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;140;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;140;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"109#140";"TRADING AND SALES [TS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;150;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,MCY=eba_MC:x255";C_17.00.a;150;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"109#150";"TRADING AND SALES [TS]#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;210;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;210;020;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;210;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;210;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;210;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"209#210";"RETAIL BROKERAGE [RBr]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;220;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;220;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"209#220";"RETAIL BROKERAGE [RBr]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;230;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,MCY=eba_MC:x255";C_17.00.a;230;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"209#230";"RETAIL BROKERAGE [RBr]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;240;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"209#240";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;250;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"209#250";"RETAIL BROKERAGE [RBr]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;310;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;310;030;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;310;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;310;060;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;310;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;310;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"309#310";"COMMERCIAL BANKING [CB]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;320;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;320;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"309#320";"COMMERCIAL BANKING [CB]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;330;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#330";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;340;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;340;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"309#340";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;350;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,MCY=eba_MC:x255";C_17.00.a;350;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"309#350";"COMMERCIAL BANKING [CB]#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;020;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;030;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;050;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;060;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;410;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;410;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"409#410";"RETAIL BANKING [RB]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;420;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;420;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"TOTAL EVENT TYPES";;;;;;;;;;;"409#420";"RETAIL BANKING [RB]#Total loss amount";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;430;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;430;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"409#430";"RETAIL BANKING [RB]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;440;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;440;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"409#440";"RETAIL BANKING [RB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;450;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,MCY=eba_MC:x255";C_17.00.a;450;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"409#450";"RETAIL BANKING [RB]#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;020;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;030;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;050;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;060;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;510;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,MCY=eba_MC:x255";C_17.00.a;510;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"TOTAL EVENT TYPES";;;;;;;;;;;"509#510";"PAYMENT AND SETTLEMENT [PS]#Number of events";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;520;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#520";"PAYMENT AND SETTLEMENT [PS]#Total loss amount";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;530;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#530";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;540;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"509#540";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;550;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"509#550";"PAYMENT AND SETTLEMENT [PS]#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;640;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"609#640";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255";C_17.00.a;740;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"709#740";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;750;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"709#750";"ASSET MANAGEMENT [AM]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;750;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"709#750";"ASSET MANAGEMENT [AM]#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,MCY=eba_MC:x255";C_17.00.a;750;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"709#750";"ASSET MANAGEMENT [AM]#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;810;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"INTERNAL FRAUD";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;810;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"809#810";"CORPORATE ITEMS [CI]#Number of events";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;820;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#820";"CORPORATE ITEMS [CI]#Total loss amount";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;840;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"809#840";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;850;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"809#850";"CORPORATE ITEMS [CI]#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;850;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"809#850";"CORPORATE ITEMS [CI]#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;850;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"809#850";"CORPORATE ITEMS [CI]#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;910;060;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events. Of which:";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events. Of which:";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;910;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events. Of which:";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#910";"TOTAL BUSINESS LINES#Number of events. Of which:";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;911;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#911";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;912;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#912";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;912;020;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#912";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;912;040;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#912";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;912;050;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#912";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;913;010;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#913";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;913;030;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#913";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;914;070;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#914";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:id176,BAS=eba_BA:x17,MCY=eba_MC:x574";C_17.00.a;914;080;;integerItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"909#914";"TOTAL BUSINESS LINES#>= 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;920;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;920;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss amount. Of which:";"TOTAL EVENT TYPES";;;;;;;;;;;"909#920";"TOTAL BUSINESS LINES#Total loss amount. Of which:";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x571,TRI=eba_TR:x24";C_17.00.a;921;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x571";C_17.00.a;921;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 10,000 and < 20,000";"TOTAL EVENT TYPES";;;;;;;;;;;"909#921";"TOTAL BUSINESS LINES#>= 10,000 and < 20,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x572,TRI=eba_TR:x24";C_17.00.a;922;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x572";C_17.00.a;922;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 20,000 and < 100,000";"TOTAL EVENT TYPES";;;;;;;;;;;"909#922";"TOTAL BUSINESS LINES#>= 20,000 and < 100,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x573,TRI=eba_TR:x24";C_17.00.a;923;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x573";C_17.00.a;923;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"909#923";"TOTAL BUSINESS LINES#>= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x574,TRI=eba_TR:x24";C_17.00.a;924;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md234,BAS=eba_BA:x17,MCY=eba_MC:x574";C_17.00.a;924;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;">= 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"909#924";"TOTAL BUSINESS LINES#>= 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;930;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md165,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;930;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"909#930";"TOTAL BUSINESS LINES#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;940;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md226,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;940;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"909#940";"TOTAL BUSINESS LINES#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x7,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;010;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x6,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;020;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x4,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;030;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x2,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;040;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x3,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;050;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x1,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;060;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x5,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.a;950;070;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:md338,BAS=eba_BA:x17,MCY=eba_MC:x255";C_17.00.a;950;080;;monetaryItemType;C 17.00.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"909#950";"TOTAL BUSINESS LINES#Total loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x12,MCY=eba_MC:x255,TRI=eba_TR:x24";C_17.00.b;020;090;;monetaryItemType;C 17.00.b (OPR Details) Operational risk: Thresholds applied in data collections;"Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";;;;;;;;;;;"019#020";"CORPORATE FINANCE [CF]#Total loss amount";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42615;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42616;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Euro (002)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Lek (003)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Lek (003)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Lek (003)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;42617;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Lek (003)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;42618;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;42619;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Danish Krone (006)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;42620;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Pound Sterling (007)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;42621;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42622;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42623;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42624;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42625;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42626;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42627;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbian Dinar (016)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42628;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42629;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;42630;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;42631;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Hryvnia (020)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Hryvnia (020)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;42632;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;42633;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Iceland Krona (022)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020";"General risk#Maturity-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;050;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Iceland Krona (022)";"011#020";"General risk#Maturity-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Iceland Krona (022)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;42634;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (023)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:NOK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42635;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (023)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x32,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;060;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"011#020";"General risk#Maturity-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;010;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;020;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x69,TRI=eba_TR:x19";C_18.00;030;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030";"General risk#Maturity-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;060;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"011#210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;020;42636;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Other (025)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;42637;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;42638;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22";C_19.00;010;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22";C_19.00;010;350;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x19,TRI=eba_TR:x22";C_19.00;010;370;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"225%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#225%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;460;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x2";C_19.00;170;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"6. Consumer loans";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#170";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#6. Consumer loans";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x8";C_19.00;190;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"8. Other assets";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#190";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#8. Other assets";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi257,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x8";C_19.00;190;600;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"8. Other assets";"AFTER CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#190";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#8. Other assets";"AFTER CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;010;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;020;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;030;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;040;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;050;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;060;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;070;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;080;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;090;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;100;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;110;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;120;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;130;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;140;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;150;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;160;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;170;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;180;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;240;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;250;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;260;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;270;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;280;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;290;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;300;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;310;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;320;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;330;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;340;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;350;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Total (001)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Total (001)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Total (001)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Total (001)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42660;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Total (001)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42661;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Czech Republic (006)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42662;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Denmark (007)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Denmark (007)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Denmark (007)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Denmark (007)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Denmark (007)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Denmark (007)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Denmark (007)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Denmark (007)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Denmark (007)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42663;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Hungary (013)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Hungary (013)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Hungary (013)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Hungary (013)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42664;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Poland (021)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42665;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Romania (023)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Romania (023)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Romania (023)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Romania (023)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Romania (023)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Romania (023)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Romania (023)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42666;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42667;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42667;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42667;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42667;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42667;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"United Kingdom (028)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"United Kingdom (028)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42668;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Albania (029)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Albania (029)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Albania (029)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42669;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Japan (030)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Japan (030)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Japan (030)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Japan (030)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Japan (030)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Japan (030)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Japan (030)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Japan (030)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Japan (030)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42670;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42671;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Russian Federation (032)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42672;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42673;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42674;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Turkey (035)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42675;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42676;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"USA (037)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"USA (037)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"USA (037)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"USA (037)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"USA (037)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42677;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"USA (037)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Norway (038)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42678;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42679;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#120";"Other non-delta risks for options#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;42680;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#130";"Other non-delta risks for options#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42681;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42682;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42682;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42682;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Other (042)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42682;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Other (042)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42682;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Other (042)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Croatia (043)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Croatia (043)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Croatia (043)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Croatia (043)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Croatia (043)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other non-delta risks for options";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090";"Other non-delta risks for options";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#100";"Other non-delta risks for options#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;42683;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#110";"Other non-delta risks for options#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;42684;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Euro Area (044)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;42684;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;42684;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;42684;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;42684;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"All positions";"Short";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"All positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"Net positions";"Short";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"Net positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi255,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"All positions";"Long";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi256,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Net positions";"Short";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Net positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;100;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Other non-delta risks for commodity options";"Capital requirements";;;;;;;;;;;"010#100";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;110;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified method";"Capital requirements";;;;;;;;;;;"010#100#110";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Simplified method";"Capital requirements";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;140;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Scenario matrix approach";"Capital requirements";;;;;;;;;;;"010#100#140";"TOTAL POSITIONS IN COMMODITIES#Other non-delta risks for commodity options#Scenario matrix approach";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Latest available (SVaRt-1)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_24.00;030;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - General risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#020#030";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - General risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_24.00;030;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - General risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#020#030";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - General risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_24.00;030;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - General risk";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#020#030";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - General risk";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Previous day (VaRt-1)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;030;010;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"EXPOSURE VALUE";;;;;;;;;;;"030";"According to Standardised method";"EXPOSURE VALUE";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x306,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;030;030;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"SFT";;;;;;;;;;;"030";"According to Standardised method";"SFT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,APR=eba_AP:x49,BAS=eba_BA:x17,MCU=eba_MC:x406,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;130;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"CVA Risk Hedge Notionals";"Single Name CDS";;;;;;;;;;"030";"According to Standardised method";"CVA Risk Hedge Notionals#Single Name CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,APR=eba_AP:x49,BAS=eba_BA:x17,MCU=eba_MC:x405,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;140;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"CVA Risk Hedge Notionals";"Index CDS";;;;;;;;;;"030";"According to Standardised method";"CVA Risk Hedge Notionals#Index CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;040;010;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"EXPOSURE VALUE";;;;;;;;;;;"040";"Based on OEM";"EXPOSURE VALUE";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x99";C_40.00;010;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Derivatives";"Accounting balance sheet value";;;;;;;;;;;"010";"Derivatives";"Accounting balance sheet value";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi449,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x99";C_40.00;010;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Derivatives";"Add-on under the mark-to-market method (assuming no netting or other CRM)";;;;;;;;;;;"010";"Derivatives";"Add-on under the mark-to-market method (assuming no netting or other CRM)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi449,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x115,SCC=eba_MC:x633";C_40.00;030;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection sold), which are subject to a close out clause";"Add-on under the mark-to-market method (assuming no netting or other CRM)";;;;;;;;;;;"010#020#030";"Derivatives#Credit derivatives (protection sold)#Credit derivatives (protection sold), which are subject to a close out clause";"Add-on under the mark-to-market method (assuming no netting or other CRM)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x115,SCC=eba_MC:x633";C_40.00;030;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection sold), which are subject to a close out clause";"Notional amount / nominal value";;;;;;;;;;;"010#020#030";"Derivatives#Credit derivatives (protection sold)#Credit derivatives (protection sold), which are subject to a close out clause";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi449,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x115,SCC=eba_MC:x632";C_40.00;040;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection sold), which are not subject to a close out clause";"Add-on under the mark-to-market method (assuming no netting or other CRM)";;;;;;;;;;;"010#020#040";"Derivatives#Credit derivatives (protection sold)#Credit derivatives (protection sold), which are not subject to a close out clause";"Add-on under the mark-to-market method (assuming no netting or other CRM)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x115,SCC=eba_MC:x632";C_40.00;040;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection sold), which are not subject to a close out clause";"Notional amount / nominal value";;;;;;;;;;;"010#020#040";"Derivatives#Credit derivatives (protection sold)#Credit derivatives (protection sold), which are not subject to a close out clause";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Accounting balance sheet value";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi449,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Add-on under the mark-to-market method (assuming no netting or other CRM)";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Add-on under the mark-to-market method (assuming no netting or other CRM)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Notional amount / nominal value";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi419,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;075;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Capped notional amount";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Capped notional amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi419,APR=eba_AP:x104,BAS=eba_BA:x9,MCY=eba_MC:x114";C_40.00;050;085;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Credit derivatives (protection bought)";"Capped notional amount (same reference name)";;;;;;;;;;;"010#050";"Derivatives#Credit derivatives (protection bought)";"Capped notional amount (same reference name)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Accounting balance sheet value";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi449,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;050;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Add-on under the mark-to-market method (assuming no netting or other CRM)";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Add-on under the mark-to-market method (assuming no netting or other CRM)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x118";C_40.00;060;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Financial derivatives";"Notional amount / nominal value";;;;;;;;;;;"010#060";"Derivatives#Financial derivatives";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x348";C_40.00;070;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Accounting balance sheet value";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x348";C_40.00;070;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi448,APR=eba_AP:x96,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x348";C_40.00;070;040;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT covered by a master netting agreement";"Add-on for SFT";;;;;;;;;;;"070";"SFT covered by a master netting agreement";"Add-on for SFT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x350";C_40.00;080;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Accounting balance sheet value";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x350";C_40.00;080;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi448,APR=eba_AP:x96,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x350";C_40.00;080;040;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT not covered by a master netting agreement";"Add-on for SFT";;;;;;;;;;;"080";"SFT not covered by a master netting agreement";"Add-on for SFT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x346";C_40.00;090;010;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Other Assets";"Accounting balance sheet value";;;;;;;;;;;"090";"Other Assets";"Accounting balance sheet value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x346";C_40.00;090;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Other Assets";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"090";"Other Assets";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x6,MCY=eba_MC:x176";C_40.00;100;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Low-risk off-balance sheet items under the RSA; of which:";"Notional amount / nominal value";;;;;;;;;;;"100";"Low-risk off-balance sheet items under the RSA; of which:";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x6,ECW=eba_EC:x26,MCY=eba_MC:x176,SCC=eba_MC:x354";C_40.00;110;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Revolving retail exposures; of which";"Notional amount / nominal value";;;;;;;;;;;"100#110";"Low-risk off-balance sheet items under the RSA; of which:#Revolving retail exposures; of which";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x6,ECW=eba_EC:x26,MCY=eba_MC:x176,SCC=eba_MC:x388";C_40.00;120;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Unconditionally cancellable credit cards commitments";"Notional amount / nominal value";;;;;;;;;;;"100#110#120";"Low-risk off-balance sheet items under the RSA; of which:#Revolving retail exposures; of which#Unconditionally cancellable credit cards commitments";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x176,SCC=eba_MC:x349";C_40.00;130;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Non revolving unconditionally cancellable commitments";"Notional amount / nominal value";;;;;;;;;;;"100#130";"Low-risk off-balance sheet items under the RSA; of which:#Non revolving unconditionally cancellable commitments";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x176";C_40.00;140;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Medium/low risk off-balance sheet items under the RSA";"Notional amount / nominal value";;;;;;;;;;;"140";"Medium/low risk off-balance sheet items under the RSA";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x176";C_40.00;150;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Medium risk off-balance sheet items under the RSA";"Notional amount / nominal value";;;;;;;;;;;"150";"Medium risk off-balance sheet items under the RSA";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x176";C_40.00;160;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Full risk off-balance sheet items under the RSA";"Notional amount / nominal value";;;;;;;;;;;"160";"Full risk off-balance sheet items under the RSA";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,ECW=eba_EC:x26,MCY=eba_MC:x469,SCC=eba_MC:x354";C_40.00;170;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amount of revolving retail exposures";"Notional amount / nominal value";;;;;;;;;;;"170";"(memo item) Drawn amount of revolving retail exposures";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,ECW=eba_EC:x26,MCY=eba_MC:x469,SCC=eba_MC:x388";C_40.00;180;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amounts on unconditionally cancellable credit cards commitments";"Notional amount / nominal value";;;;;;;;;;;"180";"(memo item) Drawn amounts on unconditionally cancellable credit cards commitments";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi170,BAS=eba_BA:x9,MCY=eba_MC:x469,SCC=eba_MC:x349";C_40.00;190;070;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"(memo item) Drawn amounts on non revolving unconditionally cancellable commitments";"Notional amount / nominal value";;;;;;;;;;;"190";"(memo item) Drawn amounts on non revolving unconditionally cancellable commitments";"Notional amount / nominal value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCG=eba_MC:x46,MCY=eba_MC:x409,TAC=eba_MC:x99";C_40.00;210;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Cash collateral received in derivatives transactions";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"210";"Cash collateral received in derivatives transactions";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCG=eba_MC:x46,MCS=eba_MC:x99,MCY=eba_MC:x415";C_40.00;220;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Receivables for cash collateral posted in derivatives transactions";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"220";"Receivables for cash collateral posted in derivatives transactions";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCG=eba_MC:x420,MCY=eba_MC:x409,TAC=eba_MC:x306";C_40.00;230;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Securities received in a SFT that are recognised as an asset";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"230";"Securities received in a SFT that are recognised as an asset";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi272,BAS=eba_BA:x9,MCY=eba_MC:x231,TYA=eba_TA:x40";C_40.00;240;020;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"SFT cash conduit lending (cash receivables)";"Accounting value assuming no netting or other CRM";;;;;;;;;;;"240";"SFT cash conduit lending (cash receivables)";"Accounting value assuming no netting or other CRM";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi422,BAS=eba_BA:x9,MCY=eba_MC:x625";C_40.00;250;120;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Exposures that can benefit from treatment under Article 113 (6) of the CRR";"Leverage ratio exposure amount hypothetically exempted";;;;;;;;;;;"250";"Exposures that can benefit from treatment under Article 113 (6) of the CRR";"Leverage ratio exposure amount hypothetically exempted";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi422,BAS=eba_BA:x9,CPS=eba_CT:x19,ECW=eba_EC:x16,MCY=eba_MC:x384,TYA=eba_TA:x42";C_40.00;260;120;;monetaryItemType;C 40.00 (LR1) Alternative treatment of the Exposure Measure;"Exposures that meet conditions a), b) and c) of Article 429 (14) of the CRR";"Leverage ratio exposure amount hypothetically exempted";;;;;;;;;;;"260";"Exposures that meet conditions a), b) and c) of Article 429 (14) of the CRR";"Leverage ratio exposure amount hypothetically exempted";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10";C_41.00;010;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10";C_41.00;010;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x1";C_41.00;020;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"= 0%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#020";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#= 0%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x1";C_41.00;020;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"= 0%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#020";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#= 0%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x57";C_41.00;030;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 0 and <= 12%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#030";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 0 and <= 12%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x57";C_41.00;030;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 0 and <= 12%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#030";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 0 and <= 12%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x59";C_41.00;040;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 12 and <= 20%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#040";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 12 and <= 20%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x59";C_41.00;040;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 12 and <= 20%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#040";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 12 and <= 20%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x32";C_41.00;050;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 20 and <= 50%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#050";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 20 and <= 50%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x32";C_41.00;050;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 20 and <= 50%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#050";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 20 and <= 50%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x62";C_41.00;060;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 50 and <= 75%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#060";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 50 and <= 75%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x62";C_41.00;060;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 50 and <= 75%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#060";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 50 and <= 75%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x63";C_41.00;070;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 75 and <= 100%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#070";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 75 and <= 100%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x63";C_41.00;070;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 75 and <= 100%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#070";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 75 and <= 100%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x58";C_41.00;080;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 100 and <= 425%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#080";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 100 and <= 425%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x58";C_41.00;080;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 100 and <= 425%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#080";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 100 and <= 425%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x61";C_41.00;090;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 425 and <= 1250%";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"010#090";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 425 and <= 1250%";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x5,MCY=eba_MC:x625,PRP=eba_PL:x10,RWS=eba_PC:x61";C_41.00;090;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"> 425 and <= 1250%";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"010#090";"Total on- and off-balance sheet exposures belonging to the banking book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):#> 425 and <= 1250%";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x625,PRP=eba_PL:x10";C_41.00;100;010;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Exposures in default";"On- and off- balance sheet exposures (SA exposures)";;;;;;;;;;;"100";"Exposures in default";"On- and off- balance sheet exposures (SA exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x625,PRP=eba_PL:x10";C_41.00;100;020;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Exposures in default";"On- and off- balance sheet exposures (IRB exposures)";;;;;;;;;;;"100";"Exposures in default";"On- and off- balance sheet exposures (IRB exposures)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi287,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x176";C_41.00;110;030;;monetaryItemType;C 41.00 (LR2) On- and off-balance sheet items – additional breakdown of exposures;"Low risk off-balance sheet items and off-balance sheet items attracting a 0% conversion factor under the solvency ratio (memo item)";"Nominal Value";;;;;;;;;;;"110";"Low risk off-balance sheet items and off-balance sheet items attracting a 0% conversion factor under the solvency ratio (memo item)";"Nominal Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x2";C_42.00;010;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Common Equity Tier 1 capital - fully phased-in definition";"Amount";;;;;;;;;;;"010";"Common Equity Tier 1 capital - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x2";C_42.00;020;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Common Equity Tier 1 capital - transitional definition";"Amount";;;;;;;;;;;"020";"Common Equity Tier 1 capital - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_42.00;030;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Total own funds - fully phased-in definition";"Amount";;;;;;;;;;;"030";"Total own funds - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_42.00;040;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Total own funds - transitional definition";"Amount";;;;;;;;;;;"040";"Total own funds - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x2";C_42.00;055;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Asset amount deducted - from CET1 items - fully phased-in definition";"Amount";;;;;;;;;;;"055";"Asset amount deducted - from CET1 items - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi423,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x2";C_42.00;065;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Asset amount deducted - from CET1 items - transitional definition";"Amount";;;;;;;;;;;"065";"Asset amount deducted - from CET1 items - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi423,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x10";C_42.00;075;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Asset amount deducted - from own funds items - fully phased-in definition";"Amount";;;;;;;;;;;"075";"Asset amount deducted - from own funds items - fully phased-in definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi424,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x10";C_42.00;085;010;;monetaryItemType;C 42.00 (LR3) Alternative definition of capital;"Asset amount deducted - from own funds items - transitional definition";"Amount";;;;;;;;;;;"085";"Asset amount deducted - from own funds items - transitional definition";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x176";C_43.00.a;010;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Off-balance sheet items; of which";"Leverage Ratio Exposure Value";;;;;;;;;;;"010";"Off-balance sheet items; of which";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x176";C_43.00.a;010;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Off-balance sheet items; of which";"RWA";;;;;;;;;;;"010";"Off-balance sheet items; of which";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x176,TYA=eba_TA:x39";C_43.00.a;020;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Trade finance; of which";"Leverage Ratio Exposure Value";;;;;;;;;;;"010#020";"Off-balance sheet items; of which#Trade finance; of which";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x176,TYA=eba_TA:x39";C_43.00.a;020;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Trade finance; of which";"RWA";;;;;;;;;;;"010#020";"Off-balance sheet items; of which#Trade finance; of which";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x176,TYA=eba_TA:x39";C_43.00.a;030;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Under official export credit insurance scheme";"Leverage Ratio Exposure Value";;;;;;;;;;;"010#020#030";"Off-balance sheet items; of which#Trade finance; of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x176,TYA=eba_TA:x39";C_43.00.a;030;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Under official export credit insurance scheme";"RWA";;;;;;;;;;;"010#020#030";"Off-balance sheet items; of which#Trade finance; of which#Under official export credit insurance scheme";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x110,SCC=eba_MC:x355";C_43.00.a;040;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives and SFTs subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"040";"Derivatives and SFTs subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x110,SCC=eba_MC:x355";C_43.00.a;040;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives and SFTs subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"040";"Derivatives and SFTs subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x99,SCC=eba_MC:x351";C_43.00.a;050;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"050";"Derivatives not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x99,SCC=eba_MC:x351";C_43.00.a;050;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Derivatives not subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"050";"Derivatives not subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x351";C_43.00.a;060;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"SFTs not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";;;;;;;;;;;"060";"SFTs not subject to a cross-product netting agreement";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x306,SCC=eba_MC:x351";C_43.00.a;060;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"SFTs not subject to a cross-product netting agreement";"RWA";;;;;;;;;;;"060";"SFTs not subject to a cross-product netting agreement";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x105,BAS=eba_BA:x9,MCY=eba_MC:x168";C_43.00.a;065;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Exposure amounts resulting from the additional treatment for credit derivatives";"Leverage Ratio Exposure Value";;;;;;;;;;;"065";"Exposure amounts resulting from the additional treatment for credit derivatives";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x51";C_43.00.a;070;010;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Other assets belonging to the trading book";"Leverage Ratio Exposure Value";;;;;;;;;;;"070";"Other assets belonging to the trading book";"Leverage Ratio Exposure Value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x51";C_43.00.a;070;020;;monetaryItemType;C 43.00.a (LR4) Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book;"Other assets belonging to the trading book";"RWA";;;;;;;;;;;"070";"Other assets belonging to the trading book";"RWA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;080;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Covered bonds";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"080";"Covered bonds";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;080;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Covered bonds";"RWAs: SA exposures";;;;;;;;;;;"080";"Covered bonds";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x30,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;090;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x30,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;090;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x16,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;100;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Central governments and central banks";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and central banks";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x16,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;100;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Central governments and central banks";"RWAs: SA exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and central banks";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x23,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;110;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x23,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;110;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x31,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;120;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x31,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;120;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs and international organisations treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x22,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;130;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x16,EXC=eba_EC:x22,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;130;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x32,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;140;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x32,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;140;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: SA exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x23,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;150;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x23,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;150;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Regional governments and local authorities NOT treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x21,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;160;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x21,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;160;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"MDBs NOT treated as sovereigns";"RWAs: SA exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x22,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;170;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,ECW=eba_EC:x34,EXC=eba_EC:x22,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;170;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"PSEs NOT treated as a sovereign";"RWAs: SA exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x19,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;180;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Institutions";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"180";"Institutions";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x19,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;180;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Institutions";"RWAs: SA exposures";;;;;;;;;;;"180";"Institutions";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;190;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;190;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of immovable properties; of which";"RWAs: SA exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;200;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;200;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Secured by mortgages of residential properties";"RWAs: SA exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x26,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;210;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail Exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"210";"Retail Exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x26,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;210;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail Exposures";"RWAs: SA exposures";;;;;;;;;;;"210";"Retail Exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;220;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail SME";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;220;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Retail SME";"RWAs: SA exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;230;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230";"Corporate";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;230;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate";"RWAs: SA exposures";;;;;;;;;;;"230";"Corporate";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;240;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Financial";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;240;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Financial";"RWAs: SA exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;250;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Non-financial";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;250;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Non-financial";"RWAs: SA exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x20,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;260;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"SME exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x20,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;260;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"SME exposures";"RWAs: SA exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;270;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate exposures other than SME";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x17,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;270;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Corporate exposures other than SME";"RWAs: SA exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;280;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures in default";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"280";"Exposures in default";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;280;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Exposures in default";"RWAs: SA exposures";;;;;;;;;;;"280";"Exposures in default";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x33,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;290;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Other exposures; of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"290";"Other exposures; of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x33,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;290;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Other exposures; of which";"RWAs: SA exposures";;;;;;;;;;;"290";"Other exposures; of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;300;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Securitisation exposures";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"290#300";"Other exposures; of which#Securitisation exposures";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x27,MCY=eba_MC:x346,PRP=eba_PL:x11";C_43.00.b;300;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Securitisation exposures";"RWAs: SA exposures";;;;;;;;;;;"290#300";"Other exposures; of which#Securitisation exposures";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.b;310;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x346,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.b;310;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Trade finance (Memo item); of which";"RWAs: SA exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x346,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.b;320;010;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Under official export credit insurance scheme";"Leverage Ratio Exposure Value: SA Exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value: SA Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x346,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.b;320;030;;monetaryItemType;C 43.00.b (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA);"Under official export credit insurance scheme";"RWAs: SA exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"RWAs: SA exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x385,PRP=eba_PL:x11";C_43.00.c;080;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Covered bonds";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"080";"Covered bonds";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x385,PRP=eba_PL:x11";C_43.00.c;080;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Covered bonds";"RWAs: IRB exposures";;;;;;;;;;;"080";"Covered bonds";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;090;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;090;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090";"Exposures treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;100;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Central governments and Central banks";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;100;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Central governments and Central banks";"RWAs: IRB exposures";;;;;;;;;;;"090#100";"Exposures treated as sovereigns#Central governments and Central banks";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;110;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;110;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#110";"Exposures treated as sovereigns#Regional governments and local authorities treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x25,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;120;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x25,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;120;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs and international organisations treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#120";"Exposures treated as sovereigns#MDBs and international organisations treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;130;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x16,IMS=eba_IM:x5,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;130;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"090#130";"Exposures treated as sovereigns#PSEs treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x29,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;140;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x29,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;140;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: IRB exposures";;;;;;;;;;;"140";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;150;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;150;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Regional governments and local authorities NOT treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"140#150";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#Regional governments and local authorities NOT treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;160;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;160;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"MDBs NOT treated as sovereigns";"RWAs: IRB exposures";;;;;;;;;;;"140#160";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#MDBs NOT treated as sovereigns";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;170;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;170;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"PSEs NOT treated as a sovereign";"RWAs: IRB exposures";;;;;;;;;;;"140#170";"Exposures to regional governments, MDB, international organisations and PSE NOT treated as sovereigns;#PSEs NOT treated as a sovereign";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;180;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Institutions";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"180";"Institutions";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,IMS=eba_IM:x5,MCY=eba_MC:x386,PRP=eba_PL:x11";C_43.00.c;180;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Institutions";"RWAs: IRB exposures";;;;;;;;;;;"180";"Institutions";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x292,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;190;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x292,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;190;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of immovable properties; of which";"RWAs: IRB exposures";;;;;;;;;;;"190";"Secured by mortgages of immovable properties; of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x294,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;200;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x29,IMS=eba_IM:x5,MCG=eba_MC:x294,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;200;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Secured by mortgages of residential properties";"RWAs: IRB exposures";;;;;;;;;;;"190#200";"Secured by mortgages of immovable properties; of which#Secured by mortgages of residential properties";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;210;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail Exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"210";"Retail Exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;210;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail Exposures";"RWAs: IRB exposures";;;;;;;;;;;"210";"Retail Exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;220;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail SME";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x26,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;220;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Retail SME";"RWAs: IRB exposures";;;;;;;;;;;"210#220";"Retail Exposures#Retail SME";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;230;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230";"Corporate";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;230;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate";"RWAs: IRB exposures";;;;;;;;;;;"230";"Corporate";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;240;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Financial";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x18,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;240;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Financial";"RWAs: IRB exposures";;;;;;;;;;;"230#240";"Corporate#Financial";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;250;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Non-financial";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;250;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Non-financial";"RWAs: IRB exposures";;;;;;;;;;;"230#250";"Corporate#Non-financial";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;260;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"SME exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x23,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;260;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"SME exposures";"RWAs: IRB exposures";;;;;;;;;;;"230#250#260";"Corporate#Non-financial#SME exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;270;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate exposures other than SME";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x26,CPZ=eba_CT:x11,EXC=eba_EC:x5,IMS=eba_IM:x5,MCG=eba_MC:x262,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;270;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Corporate exposures other than SME";"RWAs: IRB exposures";;;;;;;;;;;"230#250#270";"Corporate#Non-financial#Corporate exposures other than SME";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;280;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures in default";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"280";"Exposures in default";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x254,PRP=eba_PL:x11";C_43.00.c;280;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Exposures in default";"RWAs: IRB exposures";;;;;;;;;;;"280";"Exposures in default";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x28,IMS=eba_IM:x5,MCY=eba_MC:x352,PRP=eba_PL:x11";C_43.00.c;290;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Other exposures; of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"290";"Other exposures; of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x28,IMS=eba_IM:x5,MCY=eba_MC:x352,PRP=eba_PL:x11";C_43.00.c;290;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Other exposures; of which";"RWAs: IRB exposures";;;;;;;;;;;"290";"Other exposures; of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x28,BAS=eba_BA:x9,EXC=eba_EC:x27,IMS=eba_IM:x5,MCY=eba_MC:x353,PRP=eba_PL:x11";C_43.00.c;300;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Securitisation exposures";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"290#300";"Other exposures; of which#Securitisation exposures";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x28,BAS=eba_BA:x9,EXC=eba_EC:x27,IMS=eba_IM:x5,MCY=eba_MC:x353,PRP=eba_PL:x11";C_43.00.c;300;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Securitisation exposures";"RWAs: IRB exposures";;;;;;;;;;;"290#300";"Other exposures; of which#Securitisation exposures";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,MCY=eba_MC:x352,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.c;310;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,MCY=eba_MC:x352,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.c;310;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Trade finance (Memo item); of which";"RWAs: IRB exposures";;;;;;;;;;;"310";"Trade finance (Memo item); of which";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi118,APR=eba_AP:x27,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x352,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.c;320;020;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Under official export credit insurance scheme";"Leverage Ratio Exposure Value: IRB Exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"Leverage Ratio Exposure Value: IRB Exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,MCG=eba_MC:x357,MCY=eba_MC:x352,PRP=eba_PL:x11,TYA=eba_TA:x39";C_43.00.c;320;040;;monetaryItemType;C 43.00.c (LR4) Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB);"Under official export credit insurance scheme";"RWAs: IRB exposures";;;;;;;;;;;"310#320";"Trade finance (Memo item); of which#Under official export credit insurance scheme";"RWAs: IRB exposures";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ei145,BAS=eba_BA:x17";C_44.00;010;010;;enumerationItemType;C 44.00 (LR5) General Information;"Institutions company structure";"General Information";;;;;;;;;;;"010";"Institutions company structure";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ei107,BAS=eba_BA:x17";C_44.00;020;010;;enumerationItemType;C 44.00 (LR5) General Information;"Derivatives treatment";"General Information";;;;;;;;;;;"020";"Derivatives treatment";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:ei144,BAS=eba_BA:x17";C_44.00;040;010;;enumerationItemType;C 44.00 (LR5) General Information;"Institution type";"General Information";;;;;;;;;;;"040";"Institution type";"General Information";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x306";C_47.00;010;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#010";"Exposure Values#SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi425,APR=eba_AP:x96,BAS=eba_BA:x9,MCY=eba_MC:x306,RPR=eba_RP:x31";C_47.00;020;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"SFTs: Add-on for counterparty credit risk";"Amount / Ratio";;;;;;;;;;;"009#020";"Exposure Values#SFTs: Add-on for counterparty credit risk";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi426,APR=eba_AP:x97,BAS=eba_BA:x9,MCY=eba_MC:x306";C_47.00;030;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Derogation for SFTs: Add-on in accordance with Article 429b (4) and 222 of the CRR";"Amount / Ratio";;;;;;;;;;;"009#030";"Exposure Values#Derogation for SFTs: Add-on in accordance with Article 429b (4) and 222 of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi425,APR=eba_AP:x96,BAS=eba_BA:x9,MCY=eba_MC:x306,RPR=eba_RP:x29";C_47.00;040;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Counterparty credit risk of SFT agent transactions in accordance with Article 429b (6) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#040";"Exposure Values#Counterparty credit risk of SFT agent transactions in accordance with Article 429b (6) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi427,BAS=eba_BA:x9,MCY=eba_MC:x306,RPR=eba_RP:x30";C_47.00;050;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exempted CCP leg of client-cleared SFT exposures";"Amount / Ratio";;;;;;;;;;;"009#050";"Exposure Values#(-) Exempted CCP leg of client-cleared SFT exposures";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi428,APR=eba_AP:x106,BAS=eba_BA:x9,MCY=eba_MC:x99";C_47.00;060;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Derivatives: Current replacement cost";"Amount / Ratio";;;;;;;;;;;"009#060";"Exposure Values#Derivatives: Current replacement cost";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi429,APR=eba_AP:x106,BAS=eba_BA:x9,MCY=eba_MC:x99";C_47.00;070;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Eligible cash variation margin received offset against derivatives market value";"Amount / Ratio";;;;;;;;;;;"009#070";"Exposure Values#(-) Eligible cash variation margin received offset against derivatives market value";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi427,APR=eba_AP:x106,BAS=eba_BA:x9,MCY=eba_MC:x99,RPR=eba_RP:x30";C_47.00;080;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exempted CCP leg of client-cleared trade exposures (replacement costs)";"Amount / Ratio";;;;;;;;;;;"009#080";"Exposure Values#(-) Exempted CCP leg of client-cleared trade exposures (replacement costs)";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi430,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x99";C_47.00;090;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Derivatives: Add-on under the mark-to-market method";"Amount / Ratio";;;;;;;;;;;"009#090";"Exposure Values#Derivatives: Add-on under the mark-to-market method";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi427,APR=eba_AP:x102,BAS=eba_BA:x9,MCY=eba_MC:x99,RPR=eba_RP:x30";C_47.00;100;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exempted CCP leg of client-cleared trade exposures (potential future exposure)";"Amount / Ratio";;;;;;;;;;;"009#100";"Exposure Values#(-) Exempted CCP leg of client-cleared trade exposures (potential future exposure)";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi431,APR=eba_AP:x107,BAS=eba_BA:x9,MCY=eba_MC:x99";C_47.00;110;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Derogation for derivatives: original exposure method";"Amount / Ratio";;;;;;;;;;;"009#110";"Exposure Values#Derogation for derivatives: original exposure method";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi427,APR=eba_AP:x107,BAS=eba_BA:x9,MCY=eba_MC:x99,RPR=eba_RP:x30";C_47.00;120;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exempted CCP leg of client-cleared trade exposures (original exposure method)";"Amount / Ratio";;;;;;;;;;;"009#120";"Exposure Values#(-) Exempted CCP leg of client-cleared trade exposures (original exposure method)";"Amount / Ratio";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi432,APR=eba_AP:x99,BAS=eba_BA:x9,MCY=eba_MC:x168";C_47.00;140;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Eligible purchased credit derivatives offset against written credit derivatives";"Amount / Ratio";;;;;;;;;;;"009#140";"Exposure Values#(-) Eligible purchased credit derivatives offset against written credit derivatives";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x6,MCY=eba_MC:x176";C_47.00;150;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#150";"Exposure Values#Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x176";C_47.00;160;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Off-balance sheet items with a 20% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#160";"Exposure Values#Off-balance sheet items with a 20% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x176";C_47.00;170;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Off-balance sheet items with a 50% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#170";"Exposure Values#Off-balance sheet items with a 50% CCF in accordance with Article 429 (10) of the CRR";"Amount / Ratio";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,BAS=eba_BA:x9,MCY=eba_MC:x346";C_47.00;190;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Other assets";"Amount / Ratio";;;;;;;;;;;"009#190";"Exposure Values#Other assets";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x103,BAS=eba_BA:x9,MCY=eba_MC:x415";C_47.00;200;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Gross up for derivatives collateral provided";"Amount / Ratio";;;;;;;;;;;"009#200";"Exposure Values#Gross up for derivatives collateral provided";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x98,BAS=eba_BA:x9,MCY=eba_MC:x346";C_47.00;210;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Receivables for cash variation margin provided in derivatives transactions";"Amount / Ratio";;;;;;;;;;;"009#210";"Exposure Values#(-) Receivables for cash variation margin provided in derivatives transactions";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi427,BAS=eba_BA:x9,MCY=eba_MC:x346,RPR=eba_RP:x30";C_47.00;220;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exempted CCP leg of client-cleared trade exposures (initial margin)";"Amount / Ratio";;;;;;;;;;;"009#220";"Exposure Values#(-) Exempted CCP leg of client-cleared trade exposures (initial margin)";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x108,BAS=eba_BA:x9,MCY=eba_MC:x346";C_47.00;230;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Adjustments for SFT sales accounting transactions";"Amount / Ratio";;;;;;;;;;;"009#230";"Exposure Values#Adjustments for SFT sales accounting transactions";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x101,BAS=eba_BA:x9,MCY=eba_MC:x346";C_47.00;240;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Fiduciary assets";"Amount / Ratio";;;;;;;;;;;"009#240";"Exposure Values#(-) Fiduciary assets";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x101,BAS=eba_BA:x9,MCY=eba_MC:x625";C_47.00;250;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#250";"Exposure Values#(-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi265,APR=eba_AP:x100,BAS=eba_BA:x9,MCY=eba_MC:x625";C_47.00;260;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Exposures exempted in accordance with Article 429 (14) of the CRR";"Amount / Ratio";;;;;;;;;;;"009#260";"Exposure Values#(-) Exposures exempted in accordance with Article 429 (14) of the CRR";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi423,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x8";C_47.00;270;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Asset amount deducted - Tier 1 - fully phased-in definition";"Amount / Ratio";;;;;;;;;;;"009#270";"Exposure Values#(-) Asset amount deducted - Tier 1 - fully phased-in definition";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi424,BAS=eba_BA:x11,MCY=eba_MC:x622,OFS=eba_OF:x8";C_47.00;280;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"(-) Asset amount deducted - Tier 1 - transitional definition";"Amount / Ratio";;;;;;;;;;;"009#280";"Exposure Values#(-) Asset amount deducted - Tier 1 - transitional definition";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x9,MCY=eba_MC:x623";C_47.00;290;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital";"Amount / Ratio";;;;;;;;;;;"009#290";"Exposure Values#Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi76,BAS=eba_BA:x9,MCY=eba_MC:x624";C_47.00;300;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Total Leverage Ratio exposure - using a transitional definition of Tier 1 capital";"Amount / Ratio";;;;;;;;;;;"009#300";"Exposure Values#Total Leverage Ratio exposure - using a transitional definition of Tier 1 capital";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi58,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x8";C_47.00;310;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Tier 1 capital - fully phased-in definition";"Amount / Ratio";;;;;;;;;;;"309#310";"Capital#Tier 1 capital - fully phased-in definition";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x8";C_47.00;320;010;;monetaryItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Tier 1 capital - transitional definition";"Amount / Ratio";;;;;;;;;;;"309#320";"Capital#Tier 1 capital - transitional definition";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi270,BAS=eba_BA:x17,MCY=eba_MC:x626";C_47.00;330;010;;percentItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Leverage Ratio - using a fully phased-in definition of Tier 1 capital";"Amount / Ratio";;;;;;;;;;;"329#330";"Leverage Ratio#Leverage Ratio - using a fully phased-in definition of Tier 1 capital";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"eba_met:pi271,BAS=eba_BA:x17,MCY=eba_MC:x626";C_47.00;340;010;;percentItemType;C 47.00 (LRCalc) Leverage ratio calculation;"Leverage Ratio - using a transitional definition of Tier 1 capital";"Amount / Ratio";;;;;;;;;;;"329#340";"Leverage Ratio#Leverage Ratio - using a transitional definition of Tier 1 capital";"Amount / Ratio";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si1";header;2;3;;stringItemType;Header-Tabelle;"Identnummer des Absenders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Absenders";"Identnummer des Absenders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si2";header;3;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Absenders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Absenders";"Identnummerntyp des Absenders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si3";header;4;3;;stringItemType;Header-Tabelle;"Identnummer des Melders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Melders";"Identnummer des Melders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si4";header;5;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Melders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Melders";"Identnummerntyp des Melders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si5";header;6;3;;stringItemType;Header-Tabelle;"Identnummer des Empfängers";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Empfängers";"Identnummer des Empfängers";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si6";header;7;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Empfängers";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Empfängers";"Identnummerntyp des Empfängers";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:di7";header;8;3;;dateItemType;Header-Tabelle;"Datum der Erstellung";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Datum der Erstellung";"Datum der Erstellung";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:di17";header;9;3;;dateItemType;Header-Tabelle;"Beginn des Berichtszeitraums";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Beginn des Berichtszeitraums";"Beginn des Berichtszeitraums";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:di12";header;10;3;;dateItemType;Header-Tabelle;"Berichtszeitraum";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Berichtszeitraum";"Berichtszeitraum";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si13";header;11;3;;stringItemType;Header-Tabelle;"Einzel-/konsolidierte Meldung";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Einzel-/konsolidierte Meldung";"Einzel-/konsolidierte Meldung";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si8";header;12;3;;stringItemType;Header-Tabelle;"Testflag";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Testflag";"Testflag";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si14";header;13;3;;stringItemType;Header-Tabelle;"Meldesoftware";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Meldesoftware";"Meldesoftware";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si9";header;14;3;;stringItemType;Header-Tabelle;"Name des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Name des Sachbearbeiters";"Kontaktdaten#Name des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si10";header;15;3;;stringItemType;Header-Tabelle;"Telefonnummer des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Telefonnummer des Sachbearbeiters";"Kontaktdaten#Telefonnummer des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si11";header;16;3;;stringItemType;Header-Tabelle;"E-Mail des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#E-Mail des Sachbearbeiters";"Kontaktdaten#E-Mail des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si16";header;17;3;;stringItemType;Header-Tabelle;"Bbk-User-Id";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Bbk-User-Id";"Kontaktdaten#Bbk-User-Id";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2016-03/2016-11-15/mod/corep_con_bbk.xsd;2.6.0.0;2.2.3.0;2.6.0.0;"bbk_met:si15,BNU=999";service;999;1;;stringItemType;Service-Tabelle;"Kreditnehmernummer, Kreditnehmereinheitsnummer/Gruppe verbundener";"Interne Identifikationsnummer";;;;;;;;;;;"999";"Kreditnehmernummer, Kreditnehmereinheitsnummer/Gruppe verbundener";"Interne Identifikationsnummer";True;False;